dahl-salso 0.5.6

The SALSO algorithm is an efficient greedy search procedure to obtain a clustering estimate based on a partition loss function. The algorithm is implemented for many loss functions, including the Binder loss and a generalization of the variation of information loss, both of which allow for unequal weights on the two types of clustering mistakes. Efficient implementations are also provided for Monte Carlo estimation of the posterior expected loss of a given clustering estimate. SALSO was first presented at the workshop 'Bayesian Nonparametric Inference: Dependence Structures and their Applications' in Oaxaca, Mexico on December 6, 2017.
Documentation
use dahl_partition::*;

use crate::clustering::{Clusterings, WorkingClustering};
use crate::log2cache::Log2Cache;
use crate::optimize::{
    BinderCMLossComputer, CMLossComputer, GeneralInformationBasedCMLossComputer,
    IDInformationBasedLoss, NIDInformationBasedLoss, NVIInformationBasedLoss, OMARICMLossComputer,
    VICMLossComputer,
};
use crate::*;
use std::slice;

// Expectation of Binder loss

pub fn binder_single_kernel(labels: &[LabelType], psm: &SquareMatrixBorrower) -> f64 {
    let ni = labels.len();
    assert_eq!(ni, psm.n_items());
    let mut sum = 0.0;
    for j in 0..ni {
        for i in 0..j {
            let p = unsafe { *psm.get_unchecked((i, j)) };
            sum += if unsafe { *labels.get_unchecked(i) == *labels.get_unchecked(j) } {
                1.0 - p
            } else {
                p
            }
        }
    }
    sum
}

pub fn binder_single(partition: &[LabelType], psm: &SquareMatrixBorrower) -> f64 {
    let nif = psm.n_items() as f64;
    binder_single_kernel(partition, psm) * 2.0 / (nif * nif)
}

pub fn binder_multiple(
    partitions: &PartitionsHolderBorrower,
    psm: &SquareMatrixBorrower,
    results: &mut [f64],
) {
    let ni = partitions.n_items();
    assert_eq!(ni, psm.n_items());
    let mut sum_p = 0.0;
    for j in 0..ni {
        for i in 0..j {
            sum_p += unsafe { *psm.get_unchecked((i, j)) };
        }
    }
    let nif = ni as f64;
    let multiplier = 2.0 / (nif * nif);
    for k in 0..partitions.n_partitions() {
        let mut sum = 0.0;
        for j in 0..ni {
            let cj = unsafe { *partitions.get_unchecked((k, j)) };
            for i in 0..j {
                if unsafe { *partitions.get_unchecked((k, i)) == cj } {
                    sum += 1.0 - 2.0 * unsafe { *psm.get_unchecked((i, j)) };
                }
            }
        }
        unsafe { *results.get_unchecked_mut(k) = multiplier * (sum + sum_p) };
    }
}

// Approximation of expectation of one minus adjusted Rand index

pub fn omariapprox_single(partition: &[LabelType], psm: &SquareMatrixBorrower) -> f64 {
    let ni = partition.len();
    assert_eq!(ni, psm.n_items());
    let mut sum_p = 0.0;
    let mut sum_ip = 0.0;
    let mut sum_i = 0.0;
    for j in 0..ni {
        let cj = unsafe { *partition.get_unchecked(j) };
        for i in 0..j {
            let p = unsafe { *psm.get_unchecked((i, j)) };
            sum_p += p;
            if unsafe { *partition.get_unchecked(i) } == cj {
                sum_ip += p;
                sum_i += 1.0;
            }
        }
    }
    let no2 = (ni * (ni - 1) / 2) as f64;
    let correc = (sum_i * sum_p) / no2;
    1.0 - (sum_ip - correc) / (0.5 * (sum_p + sum_i) - correc)
}

pub fn omariapprox_multiple(
    partitions: &PartitionsHolderBorrower,
    psm: &SquareMatrixBorrower,
    results: &mut [f64],
) {
    let ni = partitions.n_items();
    assert_eq!(ni, psm.n_items());
    let no2 = (ni * (ni - 1) / 2) as f64;
    let mut sum_p = 0.0;
    for j in 0..ni {
        for i in 0..j {
            sum_p += unsafe { *psm.get_unchecked((i, j)) };
        }
    }
    for k in 0..partitions.n_partitions() {
        let mut sum_ip = 0.0;
        let mut sum_i = 0.0;
        for j in 0..ni {
            let cj = unsafe { *partitions.get_unchecked((k, j)) };
            for i in 0..j {
                if unsafe { *partitions.get_unchecked((k, i)) } == cj {
                    sum_ip += unsafe { *psm.get_unchecked((i, j)) };
                    sum_i += 1.0;
                }
            }
        }
        let correc = (sum_i * sum_p) / no2;
        let omariapprox = 1.0 - (sum_ip - correc) / (0.5 * (sum_p + sum_i) - correc);
        unsafe { *results.get_unchecked_mut(k) = omariapprox };
    }
}

// Lower bound of the expectation of the variation of information

pub fn vilb_expected_loss_constant(psm: &SquareMatrixBorrower) -> f64 {
    let ni = psm.n_items();
    let mut s1: f64 = 0.0;
    for i in 0..ni {
        let mut s2: f64 = 0.0;
        for j in 0..ni {
            s2 += unsafe { *psm.get_unchecked((i, j)) };
        }
        s1 += s2.log2();
    }
    s1
}

pub fn vilb_single_kernel(partition: &[LabelType], psm: &SquareMatrixBorrower) -> f64 {
    let ni = partition.len();
    assert_eq!(ni, psm.n_items());
    let mut sum = 0.0;
    for i in 0..ni {
        let mut s1 = 0u32;
        let mut s2 = 0.0;
        for j in 0..ni {
            if unsafe { *partition.get_unchecked(i) == *partition.get_unchecked(j) } {
                s1 += 1;
                s2 += unsafe { *psm.get_unchecked((i, j)) };
            }
        }
        sum += (s1 as f64).log2() - 2.0 * s2.log2();
    }
    sum
}

pub fn vilb_single_kernel_for_partial_partition(
    partition: &Partition,
    psm: &SquareMatrixBorrower,
) -> f64 {
    let labels = partition.labels();
    let ni = partition.n_items();
    assert_eq!(ni, psm.n_items());
    let mut sum = 0.0;
    for i in 0..ni {
        if labels[i].is_none() {
            continue;
        }
        let mut s1 = 0u32;
        let mut s2 = 0.0;
        for (j, item) in labels.iter().enumerate() {
            if item.is_none() {
                continue;
            }
            if partition.label_of(i) == partition.label_of(j) {
                s1 += 1;
                s2 += unsafe { *psm.get_unchecked((i, j)) };
            }
        }
        sum += (s1 as f64).log2() - 2.0 * s2.log2();
    }
    sum
}

pub fn vilb_single(partition: &[LabelType], psm: &SquareMatrixBorrower) -> f64 {
    (vilb_single_kernel(partition, psm) + vilb_expected_loss_constant(psm)) / (psm.n_items() as f64)
}

pub fn vilb_multiple(
    partitions: &PartitionsHolderBorrower,
    psm: &SquareMatrixBorrower,
    results: &mut [f64],
) {
    let ni = partitions.n_items();
    assert_eq!(ni, psm.n_items());
    let constant = vilb_expected_loss_constant(psm);
    for k in 0..partitions.n_partitions() {
        let mut sum = constant;
        for i in 0..ni {
            let mut s1 = 0u32;
            let mut s3 = 0.0;
            for j in 0..ni {
                if unsafe { *partitions.get_unchecked((k, i)) == *partitions.get_unchecked((k, j)) }
                {
                    s1 += 1;
                    s3 += unsafe { *psm.get_unchecked((i, j)) };
                }
            }
            sum += (s1 as f64).log2() - 2.0 * s3.log2();
        }
        let vilb = sum / (psm.n_items() as f64);
        unsafe { *results.get_unchecked_mut(k) = vilb };
    }
}

// General computation of expected loss for losses based on confusion matrices.

pub fn compute_loss_multiple<'a, T: CMLossComputer>(
    loss_computer_factory: Box<dyn Fn() -> T + 'a>,
    partitions: &PartitionsHolderBorrower,
    draws: &PartitionsHolderBorrower,
    results: &mut [f64],
) {
    let n_items = partitions.n_items();
    assert_eq!(n_items, draws.n_items());
    let clusterings = Clusterings::from_i32_column_major_order(partitions.data(), n_items);
    let draws = Clusterings::from_i32_column_major_order(draws.data(), n_items);
    for k in 0..clusterings.n_clusterings() {
        let state = WorkingClustering::from_slice(clusterings.labels(k), clusterings.n_clusters(k));
        let cms = draws.make_confusion_matrices(&state);
        let mut loss_computer = loss_computer_factory();
        loss_computer.initialize(&state, &cms);
        unsafe { *results.get_unchecked_mut(k) = loss_computer.compute_loss(&state, &cms) };
    }
}

// API for R

#[no_mangle]
pub unsafe extern "C" fn dahl_salso__expected_loss(
    n_partitions: i32,
    n_items: i32,
    partition_ptr: *mut i32,
    n_draws: i32,
    draws_ptr: *mut i32,
    psm_ptr: *mut f64,
    loss: i32,
    a: f64,
    results_ptr: *mut f64,
) {
    let np = n_partitions as usize;
    let ni = n_items as usize;
    let nd = n_draws as usize;
    let partitions = PartitionsHolderBorrower::from_ptr(partition_ptr, np, ni, true);
    let draws = PartitionsHolderBorrower::from_ptr(draws_ptr, nd, ni, true);
    let psm = SquareMatrixBorrower::from_ptr(psm_ptr, ni);
    let results = slice::from_raw_parts_mut(results_ptr, np);
    let loss_function = LossFunction::from_code(loss, a);
    match loss_function {
        Some(LossFunction::BinderDraws(a)) => compute_loss_multiple(
            Box::new(|| BinderCMLossComputer::new(a)),
            &partitions,
            &draws,
            results,
        ),
        Some(LossFunction::BinderPSM) => binder_multiple(&partitions, &psm, results),
        Some(LossFunction::OneMinusARI) => compute_loss_multiple(
            Box::new(|| OMARICMLossComputer::new(nd)),
            &partitions,
            &draws,
            results,
        ),
        Some(LossFunction::OneMinusARIapprox) => omariapprox_multiple(&partitions, &psm, results),
        Some(LossFunction::VI(a)) => {
            let cache = Log2Cache::new(ni);
            compute_loss_multiple(
                Box::new(|| VICMLossComputer::new(a, &cache)),
                &partitions,
                &draws,
                results,
            )
        }
        Some(LossFunction::VIlb) => vilb_multiple(&partitions, &psm, results),
        Some(LossFunction::NVI) => {
            let cache = Log2Cache::new(ni);
            compute_loss_multiple(
                Box::new(|| {
                    GeneralInformationBasedCMLossComputer::new(
                        nd,
                        &cache,
                        NVIInformationBasedLoss {},
                    )
                }),
                &partitions,
                &draws,
                results,
            )
        }
        Some(LossFunction::ID) => {
            let cache = Log2Cache::new(ni);
            compute_loss_multiple(
                Box::new(|| {
                    GeneralInformationBasedCMLossComputer::new(
                        nd,
                        &cache,
                        IDInformationBasedLoss {},
                    )
                }),
                &partitions,
                &draws,
                results,
            )
        }
        Some(LossFunction::NID) => {
            let cache = Log2Cache::new(ni);
            compute_loss_multiple(
                Box::new(|| {
                    GeneralInformationBasedCMLossComputer::new(
                        nd,
                        &cache,
                        NIDInformationBasedLoss {},
                    )
                }),
                &partitions,
                &draws,
                results,
            )
        }
        None => panic!("Unsupported loss method: {}", loss),
    };
}

#[cfg(test)]
mod tests_loss {
    use super::*;

    #[test]
    fn test_computations() {
        let n_items = 5;
        let mut samples = PartitionsHolder::new(n_items);
        for labels in Partition::iter(n_items) {
            samples.push_partition(&Partition::from(&labels[..]));
        }
        let n_partitions = samples.n_partitions();
        let mut psm = crate::psm::psm(&samples.view(), 2);
        let samples_view = &samples.view();
        let psm_view = &psm.view();
        let mut results = vec![0.0; n_partitions];
        binder_multiple(samples_view, psm_view, &mut results[..]);
        for k in 0..n_partitions {
            let part: Vec<LabelType> = samples_view
                .get(k)
                .labels_via_copying()
                .iter()
                .map(|x| *x as LabelType)
                .collect();
            assert_relative_eq!(binder_single(&part[..], psm_view), results[k]);
        }
        compute_loss_multiple(
            Box::new(|| OMARICMLossComputer::new(n_partitions)),
            samples_view,
            samples_view,
            &mut results[..],
        );
        omariapprox_multiple(samples_view, psm_view, &mut results[..]);
        for k in 0..n_partitions {
            let part: Vec<LabelType> = samples_view
                .get(k)
                .labels_via_copying()
                .iter()
                .map(|x| *x as LabelType)
                .collect();
            assert_relative_eq!(omariapprox_single(&part[..], psm_view), results[k]);
        }
        let cache = Log2Cache::new(n_items);
        compute_loss_multiple(
            Box::new(|| VICMLossComputer::new(2.0, &cache)),
            samples_view,
            samples_view,
            &mut results[..],
        );
        vilb_multiple(samples_view, psm_view, &mut results[..]);
        for k in 0..n_partitions {
            let part: Vec<LabelType> = samples_view
                .get(k)
                .labels_via_copying()
                .iter()
                .map(|x| *x as LabelType)
                .collect();
            assert_ulps_eq!(vilb_single(&part[..], psm_view), results[k]);
        }
        for k in 1..n_partitions {
            let part: Vec<LabelType> = samples_view
                .get(k)
                .labels_via_copying()
                .iter()
                .map(|x| *x as LabelType)
                .collect();
            let part0: Vec<LabelType> = samples_view
                .get(k - 1)
                .labels_via_copying()
                .iter()
                .map(|x| *x as LabelType)
                .collect();
            assert_ulps_eq!(
                ((1.0 / (n_items as f64))
                    * (vilb_single_kernel(&part[..], psm_view)
                        - vilb_single_kernel(&part0[..], psm_view))) as f32,
                (results[k] - results[k - 1]) as f32,
            );
        }
    }
}